\begin{tabular}{l*{9}{c}}
\hline\hline
                &\multicolumn{1}{c}{(1)}&\multicolumn{1}{c}{(2)}&\multicolumn{1}{c}{(3)}&\multicolumn{1}{c}{(4)}&\multicolumn{1}{c}{(5)}&\multicolumn{1}{c}{(6)}&\multicolumn{1}{c}{(7)}&\multicolumn{1}{c}{(8)}&\multicolumn{1}{c}{(9)}\\
                &\multicolumn{1}{c}{US}&\multicolumn{1}{c}{Sov}&\multicolumn{1}{c}{FX}&\multicolumn{1}{c}{SmallOpt}&\multicolumn{1}{c}{FwdArb}&\multicolumn{1}{c}{CDS}&\multicolumn{1}{c}{FF6}&\multicolumn{1}{c}{SmallCmNew}&\multicolumn{1}{c}{1-8}\\
\hline
Market          &       1.211&       0.193&       1.403&       1.421&      -3.649&       0.907&       0.395&       0.693&       0.448\\
                &     (0.677)&     (0.462)&     (0.495)&     (1.109)&     (2.281)&     (0.919)&     (0.790)&     (0.760)&     (0.453)\\
[1em]
Int. Equity     &      -0.845&       1.419&       2.997&      -3.821&      -1.799&       1.323&       0.977&       0.732&       0.426\\
                &     (0.523)&     (1.762)&     (1.092)&     (3.220)&     (2.158)&     (2.159)&     (0.627)&     (1.616)&     (0.499)\\
[1em]
Fwd. CIP Ret. PC1&     0.00296&    -0.00991&     -0.0589&      -0.149&     -0.0470&     -0.0982&      0.0293&      -0.182&     -0.0479\\
                &    (0.0220)&    (0.0639)&    (0.0402)&    (0.0736)&    (0.0132)&    (0.0718)&     (0.152)&     (0.262)&    (0.0191)\\
[1em]
Intercepts      &         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes\\
\hline
MAPE (%/mo.)    &       0.017&       0.022&       0.052&       0.040&       0.010&       0.006&       0.098&       0.010&            \\
H1 p-value      &       0.005&       0.593&       0.087&       0.536&       0.046&       0.549&       0.365&       0.944&       0.941\\
KZ p-value      &       0.002&       0.387&       0.462&       0.437&       0.381&       0.250&       0.040&       0.886&       0.000\\
N (assets)      &          11&           6&          11&          12&          13&           5&           6&           6&          70\\
N (beta, mos.)  &         126&         126&         126&         126&         126&         126&         126&         126&            \\
N (mean, mos.)  &         388&         312&         446&         300&         126&         198&        1133&         359&            \\
Converged       &           1&           1&           1&           1&           1&           1&           1&           1&           1\\
\hline\hline
\multicolumn{10}{l}{\footnotesize Standard errors in parentheses}\\
\end{tabular}
